When you first arrive, read and think widely and exhaustively for a year. Assume that everything you read is bullshit until the author manages to convince you that it isn’t. If you do not understand something, don’t feel bad — it’s not your fault, it’s the author’s. He didn’t write clearly enough.
From one of the best things I have ever read on how to behave as a graduate student, by Yale’s Stephen C. Stearns. The whole thing is written with the same mordant.
Note that the advice above need not be “when you first arrive” (in my case, the entire first year was consumed by core courses), but the sooner the better. I agree with the skeptic angle, though. The earlier you can spot weaknesses in other scholars’ arguments, the better. And lastly, I couldn’t agree more on bad writing (and I’d go even further: do not reward awful writing by citing it).
Here is a little bit more:
Recognize that you cannot produce a “perfect” thesis. There are going to be flaws in it, as there are in everything. Settle down to make it as good as you can within the limits of time, money, energy, encouragement and thought at your disposal.
[M]inimize the number of additional courses you take. This recommendation may seem counterintuitive, but it has a sound basis. Right now, you need to learn how to think for yourself. This requires active engagement, not passive listening and regurgitation.
To learn to think, you need two things: large blocks of time, and as much one-on-one interaction as you can get with someone who thinks more clearly than you do.
Courses just get in the way, and if you are well-motivated, then reading and discussion is much more efficient and broadening than lectures. It is often a good idea to get together with a few colleagues, organize a seminar on a subject of interest, and invite a few faculty to take part.
I was fortunate enough to have large blocks of time during the eight months I spent collecting data in Madagascar in 2004. I spent those large blocks of time reading seminal papers in the literature (i.e., contract theory) surrounding my research topic (i.e., agrarian contracts).
Perhaps more importantly, I was fortunate to have top-notch advisors (see here and here) who, even though they were incredibly busy, would always make time to meet with students, listen to their ideas, and challenge those ideas constructively.
It is in that spirit that I volunteered to run a seminar this year aimed at our second-year PhD students. The seminar will be held four times a year, and every time, it will feature a member of the Sanford faculty who will come and tell our students about a specific research project, from inception to publication and beyond.